Quantbot Technologies Portfolio holdings
Quantbot Technologies runs computer-driven trading strategies, buying and selling stocks long and short and holding positions from a few seconds to a few days. The firm was founded in 2009 and also trades options, swaps and futures. It is hired to manage money for private funds, whose investors are institutional investors, high net worth individuals and employees. Paul White is its president and chief executive, and Ashar Mahboob is its chief investment officer.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AGN
Allergan plc
AGN
|
+$8.16M |
| 2 |
Wells Fargo
WFC
|
+$8.09M |
| 3 |
Keurig Dr Pepper
KDP
|
+$7.71M |
| 4 |
RAI
Reynolds American Inc
RAI
|
+$7.31M |
| 5 |
Boeing
BA
|
+$6.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walt Disney
DIS
|
+$10.8M |
| 2 |
United Parcel Service
UPS
|
+$10.5M |
| 3 |
Eli Lilly
LLY
|
+$9.28M |
| 4 |
Texas Instruments
TXN
|
+$8.27M |
| 5 |
Comcast
CMCSA
|
+$7.63M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 17.01% |
| 2 | Financials | 14.97% |
| 3 | Healthcare | 13.34% |
| 4 | Technology | 11.38% |
| 5 | Industrials | 10.96% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
726
Asbury Automotive
ABG
$3.56B
| $100K | 0.02% |
1,676
+920
| +122% | +$50.1K |
2015 Q4
1 quarter
|
|
727
Clearway Energy Class C
CWEN
$3.88B
| $100K | 0.02% |
+7,064
| New | +$93.1K |
2016 Q1
0 quarters
|
|
728
Quanex
NX
$947M
| $100K | 0.02% |
+5,800
| New | +$102K |
2016 Q1
0 quarters
|
|
729
PLDT
PHI
$3.84B
| $99K | 0.02% |
+2,300
| New | +$97.8K |
2016 Q1
0 quarters
|
|
730
Sabra Healthcare REIT
SBRA
$5.04B
| $99K | 0.02% |
+4,971
| New | +$95.3K |
2016 Q1
0 quarters
|
|
731
Adeia
ADEA
$2.36B
| $98K | 0.02% |
12,009
-17,415
| -59% | -$133K |
2015 Q2
3 quarters
|
|
732
Guidewire Software
GWRE
$13.3B
| $98K | 0.02% |
+1,816
| New | +$94.9K |
2016 Q1
0 quarters
|
|
733
Kosmos Energy
KOS
$1.7B
| $98K | 0.02% |
+17,005
| New | +$80.5K |
2016 Q1
0 quarters
|
|
|
CCMP
734
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $98K | 0.02% |
+2,400
| New | +$94.8K |
2016 Q1
0 quarters
|
|
735
Commerce Bancshares
CBSH
$7.82B
| $97K | 0.02% |
+3,520
| New | +$91.1K |
2016 Q1
0 quarters
|
|
736
Pegasystems
PEGA
$5.55B
| $97K | 0.02% |
7,654
+1,068
| +16% | +$12.8K |
2015 Q4
1 quarter
|
|
737
Scansource
SCSC
$1.18B
| $97K | 0.02% |
2,418
-2,635
| -52% | -$91.9K |
2015 Q3
2 quarters
|
|
|
CLGX
738
DELISTED
Corelogic, Inc.
CLGX
| $97K | 0.02% |
2,801
-743
| -21% | -$25.2K |
2015 Q3
2 quarters
|
|
739
John B. Sanfilippo & Son
JBSS
$630M
| $96K | 0.02% |
+1,390
| New | +$86.8K |
2016 Q1
0 quarters
|
|
740
CGI
GIB
$16.7B
| $95K | 0.02% |
2,003
+1,993
| +19,930% | +$83.4K |
2015 Q4
1 quarter
|
|
741
Jinko Holdings Limited
JKS
$452M
| $95K | 0.02% |
+4,562
| New | +$98K |
2016 Q1
0 quarters
|
|
742
Wolverine World Wide
WWW
$1.71B
| $95K | 0.02% |
5,194
-7,449
| -59% | -$130K |
2015 Q2
3 quarters
|
|
|
LTXB
743
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $95K | 0.02% |
+4,837
| New | +$94.3K |
2016 Q1
0 quarters
|
|
|
SAAS
744
DELISTED
inContact, Inc.
SAAS
| $95K | 0.02% |
+10,756
| New | +$94.8K |
2016 Q1
0 quarters
|
|
745
DELISTED
Hillenbrand
HI
| $94K | 0.02% |
+3,163
| New | +$87.3K |
2016 Q1
0 quarters
|
|
746
Reinsurance Group of America
RGA
$17.3B
| $94K | 0.02% |
982
+582
| +146% | +$51.2K |
2015 Q3
2 quarters
|
|
747
Scorpio Tankers
STNG
$4.73B
| $94K | 0.02% |
1,620
-897
| -36% | -$53.2K |
2015 Q3
2 quarters
|
|
748
Graham Holdings Company
GHC
$4.87B
| $93K | 0.01% |
194
-164
| -46% | -$78.1K |
2015 Q4
1 quarter
|
|
749
Westlake Corp
WLK
$8.73B
| $93K | 0.01% |
+2,029
| New | +$92.1K |
2016 Q1
0 quarters
|
|
750
DELISTED
Kennedy-Wilson Holdings
KW
| $92K | 0.01% |
4,239
-3,516
| -45% | -$69.6K |
2014 Q3
6 quarters
|
|
Similar funds
Quantbot Technologies's Q1 2016 Portfolio in Review
As of Q1 2016, Quantbot Technologies held 1,613 positions worth $624M, up 7.1% from $583M the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Quantbot Technologies deployed $37.9M of net new capital in Q1 2016, opening 566 new positions and adding to 296 existing holdings. Its largest new stake was Keurig Dr Pepper: 84,504 shares worth $7.56M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, up from 15% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was United Parcel Service, an estimated $10.5M trimmed.
- Quantbot Technologies's largest Q1 2016 buy was Keurig Dr Pepper: 84,504 shares worth $7.56M.
- Quantbot Technologies added most to Allergan plc in Q1 2016, an estimated $8.16M increase.
- Quantbot Technologies's biggest Q1 2016 reduction was United Parcel Service, cutting an estimated $10.5M.
- Quantbot Technologies fully exited Walt Disney in Q1 2016, selling an estimated $10.8M.
- Quantbot Technologies's ten largest holdings make up 12% of its $624M portfolio in Q1 2016.
- Quantbot Technologies opened 566 new positions and closed 491 in Q1 2016.
- Quantbot Technologies's portfolio value rose 7.1% quarter-over-quarter to $624M.
Based on Quantbot Technologies's 13F filing for Q1 2016, filed 28 Apr 2016.